...Rihab Belguith; Azza Bejaoui Purpose This study aims to analyze the behavior of volatility connectedness among green exchange-traded funds (ETFs) and cryptocurrency markets. The study also examines the hedging effectiveness between green ETFs and cryptocurrencies. Design/methodology/approach...

...João Afonso Coelho; António Portugal Duarte; Fátima Sol Murta Purpose The purpose of this study is to investigate the volatility dynamics of cryptocurrencies, fiat currencies from high-inflation economies and gold to assess their potential as stable stores of value in economically unstable...

... the hypotheses, it may not capture more recent changes in the crypto markets. Practical implications The findings suggest that BTC investors can enjoy diversification and safe haven protections by including altcoins in their portfolios. Originality/value This paper’s focus on alternative cryptocurrencies...

...Mohamed Shaker Ahmed; Adel Alsamman; Kaouther Chebbi Purpose This paper aims to investigate feedback trading and autocorrelation behavior in the cryptocurrency market. Design/methodology/approach It uses the GJR-GARCH model to investigate feedback trading in the cryptocurrency market...

... segments of the financial markets and the new segments [cryptocurrencies, structured retail products (SRPs) and crowdfunding]. Design/methodology/approach The data are from a survey conducted in 2020 by the Portuguese Securities Commission in cooperation with 12 Portuguese universities. The final...

... be contacted at: tmorillon@elon.edu 02 10 2021 11 01 2022 25 01 2022 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Bitcoin Cryptocurrencies S2F Stock to flow G11 G14 G15 G19 Perhaps no other asset is more...

...Yunus Karaömer Purpose This study aims to analyze the time-varying correlation between the cryptocurrency policy uncertainty (UCRY Policy) and cryptocurrency returns. More specifically, it analyzes whether these correlations vary according to the uncertainty attributable to salient events...

... only Australian stock indices Bitcoin COVID-19 Cryptocurrencies DCC-GARCH FinTech, safe haven Extant researchers have identified and acknowledged the safe haven properties of various assets classes, such as commodities including gold (Baur and Lucey, 2010 ; Ciner et al...

... and closing prices series. The high and low prices can occur at different times of the day on each exchange, thus defeating the purpose of our study, as prices at different times can be related to different information sets. This rationale is especially true for bitcoin, as the cryptocurrency is traded...

...Onur Polat; Eylül Kabakçı Günay Purpose The purpose of this study is to investigate volatility connectedness between major cryptocurrencies by the virtue of market capitalization. In this context, this paper implements the frequency connectedness approach of Barunik and Krehlik (2018...

...Panos Fousekis; Vasilis Grigoriadis Purpose This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach The empirical analysis relies on the cross-quantilogram approach that allows one to assess...

... (19/04/2013-13/02/2018), Ripple (05/08/2013-14/02/2018), Litcoin (29/04/2013-14/02/2018) and Ethereum (08/02/2015-14/02/2018). This model allows capture of the nonlinear structure in both the conditional mean and the conditional variance of cryptocurrency returns. Findings All the cryptocurrency...

...Eleftheria Kostika; Nikiforos T. Laopodis Purpose The purpose of this paper is to investigate the short- and long-run dynamic linkages between selected cryptocurrencies, several major world currencies and major equity indices. The results show that despite sharing some common characteristics...